CIK: 0001279396 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value ($000): $1,806,746 (23.1% shares, 76.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC 0% 1DEC18 | 172,155,000 | $170,719 | 9.4% | $0.98 | — | SDBCV | 984332AF3 |
| — | ALERE INC 3% 31DEC49 SER B PFD | 330,514 | $124,657 | 6.9% | $271.61 | — | CVPFD | 01449J204 |
| — | LIGAND PHARMA 0.75% 15AUG19 | 56,665,000 | $86,466 | 4.8% | $1.34 | — | SDBCV | 53220KAD0 |
| SPY | S&P 500 DEPOSITORY RECEIPT | 300,000 | $61,656 | 3.4% | — | — | Call | 78462F103 |
| — | COLONY FINANCIA 3.875% 15JAN21 | 65,826,000 | $59,130 | 3.3% | $1.02 | — | SDBCV | 19624RAB2 |
| — | APOLLO CMMRL REAL 5.5% 15MAR19 | 50,651,000 | $51,147 | 2.8% | $1.00 | — | SDBCV | 03762UAA3 |
| — | QIHOO 360 TECH CO 2.5% 15SEP18 | 50,360,000 | $50,174 | 2.8% | $0.98 | — | SDBCV | 74734MAB5 |
| — | STARWOOD PRPRTY TR3.75 15OCT17 | 50,723,000 | $50,163 | 2.8% | $0.99 | — | SDBCV | 85571BAC9 |
| — | STARWOOD WAYPOINT 3% 1JUL19 | 47,569,000 | $47,212 | 2.6% | $0.95 | — | SDB | 85571WAB5 |
| — | VECTOR GROUP LTD 1.75% 15APR20 | 42,145,000 | $46,811 | 2.6% | $1.08 | — | SDBCV | 92240MBC1 |
| — | TWITTER INC 0.25% 15SEP19 | 51,670,000 | $45,482 | 2.5% | $0.87 | — | SDBCV | 90184LAB8 |
| — | SPIRIT REALTY 2.875% 15MAY19 | 43,987,000 | $44,034 | 2.4% | $0.96 | — | SDBCV | 84860WAA0 |
| — | STARWOOD WAYPOINT 4.5 15OCT17 | 35,131,000 | $36,155 | 2.0% | $1.00 | — | SDBCV | 85571WAD1 |
| — | TRINA SOLAR LTD 3.5% 15JUN19 | 38,905,000 | $35,795 | 2.0% | $1.02 | — | SDBCV | 89628EAC8 |
| — | WORKDAY INC 1.5% 15JUL20 | 30,000,000 | $35,439 | 2.0% | $1.18 | — | SDBCV | 98138HAD3 |
| — | INCYTE CORP LTD 1.25% 15NOV20 | 22,232,000 | $35,092 | 1.9% | $1.58 | — | SDBCV | 45337CAN2 |
| — | QUIDEL CORP 3.25% 15DEC20 | 38,464,000 | $34,443 | 1.9% | $1.08 | — | SDBCV | 74838JAA9 |
| — | 51JOB INC 3.25 15APR19 | 32,885,000 | $33,550 | 1.9% | $1.01 | — | SDBCV | 316827AC8 |
| — | LEXICON PHARMA 5.25 1DEC21 | 20,125,000 | $32,329 | 1.8% | $1.75 | — | SDBCV | 528872AB0 |
| XLE | AMEX ENERGY SELECT SPDR IDX | 500,000 | $30,945 | 1.7% | — | — | Call | 81369Y506 |
| — | TESARO INC 3% 01OCT21 | 18,895,000 | $27,807 | 1.5% | $1.72 | — | SDBCV | 881569AA5 |
| — | LINKEDIN CORP 0.50% 01NOV19 | 29,500,000 | $26,773 | 1.5% | $0.91 | — | SDBCV | 53578AAB4 |
| — | MICRON TECHN 3.125% 01MAY32 A | 20,745,000 | $26,508 | 1.5% | $1.54 | — | SDBCV | 595112AX1 |
| — | MOLINA HEALTHCAR 1.625%15AUG44 | 20,250,000 | $25,507 | 1.4% | $1.28 | — | SDBCV | 60855RAD2 |
| — | PROOFPOINT INC 1.25% 15DEC18 | 17,255,000 | $25,206 | 1.4% | $1.46 | — | SDBCV | 743424AB9 |
| AAPL | APPLE INC | 230,000 | $25,068 | 1.4% | — | — | Call | 037833100 |
| AAPL | APPLE INC | 230,000 | $25,068 | 1.4% | — | — | Put | 037833100 |
| — | MOLINA HEALTH 1.125% 15JAN20 | 14,936,000 | $24,637 | 1.4% | $1.74 | — | SDBCV | 60855RAC4 |
| — | AMERICAN REALTY 3% 1AUG18 | 25,000,000 | $24,365 | 1.3% | $0.97 | — | SDBCV | 02917TAA2 |
| — | WORKDAY INC .75% 15JUL18 | 20,920,000 | $23,744 | 1.3% | $1.13 | — | SDBCV | 98138HAC5 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 300,000 | $23,709 | 1.3% | — | — | Put | 01609W102 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 300,000 | $23,709 | 1.3% | — | — | Call | 01609W102 |
| — | MICRON TECH INC 2.125% 15FEB33 | 19,750,000 | $23,667 | 1.3% | $1.47 | — | SDBCV | 595112AV5 |
| — | SINA CORP 1% 01DEC18 | 21,906,000 | $21,523 | 1.2% | $0.93 | — | SDBCV | 82922RAD5 |
| — | TRINA SOLAR LTD 4% 15OCT17 | 21,500,000 | $19,394 | 1.1% | $0.97 | — | SDBCV | 89628EAE4 |
| — | NETSUITE INC 0.25% 01JUL18 | 20,150,000 | $19,318 | 1.1% | $0.96 | — | SDBCV | 64118QAB3 |
| — | STARWOOD PROPERTY 4.55% 1MAR18 | 18,500,000 | $18,597 | 1.0% | $1.01 | — | SDBCV | 85571BAA3 |
| — | AMERICAN REALTY 3.75 15DEC20 | 17,400,000 | $16,689 | 0.9% | $0.96 | — | SDBCV | 02917TAB0 |
| — | BIOMARIN PHARMA 1.5 15OCT20 | 12,760,000 | $15,146 | 0.8% | $1.19 | — | SDBCV | 09061GAF8 |
| — | PACIRA PHARMA 3.25% 1FEB19 | 6,582,000 | $14,564 | 0.8% | $2.85 | — | SDBCV | 695127AB6 |
| — | CANADIAN SOLAR 4.25% 15FEB19 | 16,605,000 | $14,035 | 0.8% | $1.03 | — | SDBCV | 136635AE9 |
| MSFT | MICROSOFT CORP | 250,000 | $13,807 | 0.8% | — | — | Call | 594918104 |
| MSFT | MICROSOFT CORP | 250,000 | $13,807 | 0.8% | — | — | Put | 594918104 |
| GOOG | ALPHABET INC-CL C | 18,000 | $13,409 | 0.7% | — | — | Put | 02079K107 |
| GOOG | ALPHABET INC-CL C | 18,000 | $13,409 | 0.7% | — | — | Call | 02079K107 |
| — | BIOMARIN PHARMA 0.75 15OCT18 | 11,517,000 | $13,354 | 0.7% | $1.16 | — | SDBCV | 09061GAE1 |
| — | CHENIERE ENERGY 4.25 15MAR45 | 25,393,000 | $13,345 | 0.7% | $0.78 | — | SDBCV | 16411RAG4 |
| — | MICRON TECH 2.375% 01MAY32 A | 10,500,000 | $13,219 | 0.7% | $1.61 | — | SDBCV | 595112AW3 |
| — | QIHO360 TECCO LTD 0.5% 15AUG20 | 11,700,000 | $11,578 | 0.6% | $0.94 | — | SDBCV | 74734MAE9 |
| — | CTRIP.COM INTER 1.25% 15OCT18 | 8,453,000 | $10,883 | 0.6% | $1.22 | — | SDBCV | 22943FAD2 |
| — | SUNPOWER CORP .75 1JUN18 | 9,049,000 | $10,010 | 0.6% | $1.12 | — | SDBCV | 867652AG4 |
| — | COLONY FINANCIAL 5% 15APR23 | 9,663,000 | $8,661 | 0.5% | $1.06 | — | SDBCV | 19624RAA4 |
| — | MICRON TECH 1.625% 15FEB33 | 7,000,000 | $8,229 | 0.5% | $1.37 | — | SDBCV | 595112AU7 |
| — | INCYTE CORP LTD 0.375% 15NOV18 | 5,151,000 | $7,935 | 0.4% | $1.54 | — | SDBCV | 45337CAM4 |
| — | SPIRIT REALTY CAP 3.75 15MAY21 | 7,500,000 | $7,567 | 0.4% | $0.94 | — | SDBCV | 84860WAB8 |
| — | DOUBLE EAGLE ACQUISITION COR | 750,000 | $7,501 | 0.4% | $10.00 | — | COM | G28195124 |
| — | 51JOB INC-ADR | 192,030 | $5,958 | 0.3% | $32.65 | — | COM | 316827104 |
| — | MEDIDATA SOL 1% 01AUG18 | 5,000,000 | $5,061 | 0.3% | $1.01 | — | SDBCV | 58471AAB1 |
| — | GORES HOLDINGS INC | 500,000 | $4,990 | 0.3% | $10.14 | — | COM | 382866200 |
| — | GLOBAL PARTNER ACQUISITION C | 500,000 | $4,900 | 0.3% | $10.10 | — | COM | 37954X204 |
| — | PACE HOLDINGS CORP | 489,840 | $4,893 | 0.3% | $9.99 | — | COM | G6865N103 |
| — | NUANCE COMMU 1.5 01NOV35 | 4,500,000 | $4,653 | 0.3% | $1.03 | — | SDBCV | 67020YAG5 |
| GOGO | GOGO INC | 388,200 | $4,275 | 0.2% | $17.06 | -25.7% | COM | 38046C109 |
| — | IPATH S&P 500 VIX S/T FU ETN | 200,000 | $3,584 | 0.2% | — | — | Put | 06742E711 |
| — | MODUSLINK GLOBAL 5.25 1MAR19 | 5,000,000 | $3,463 | 0.2% | $0.83 | — | SDB | 60786LAB3 |
| DY | DYCOM INDS | 52,800 | $3,415 | 0.2% | $66.12 | -7.8% | COM | 267475101 |
| UIS | UNISYS CORP | 353,700 | $2,724 | 0.2% | $9.52 | 0.0% | COM | 909214306 |
| — | TRINA SOLAR LIMITED | 218,171 | $2,169 | 0.1% | $9.94 | — | COM | 89628E104 |
| — | TETRALOGIC PHAR 8% 15JUN19 | 7,500,000 | $2,139 | 0.1% | $0.60 | — | SDBCV | 88165UAB5 |
| — | ENVESTNET INC 1.75% 15DEC19 | 2,399,000 | $2,082 | 0.1% | $1.02 | — | SDBCV | 29404KAA4 |
| — | DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $2,077 | 0.1% | $1.11 | — | SDBCV | 23335SAB2 |
| — | ON SEMICONDUCTO 2.625% 15DEC26 | 1,686,000 | $1,831 | 0.1% | $1.09 | — | SDBCV | 682189AH8 |
| GM | GENERAL MOTORS CO | 49,965 | $1,571 | 0.1% | $27.43 | -11.5% | COM | 37045V100 |
| — | NATIONAL HEALTH I 3.25% 1APR21 | 1,354,000 | $1,398 | 0.1% | $0.98 | — | SDBCV | 63633DAE4 |
| — | QIMONDA FI 6.75% 22Mar13 | 5,000,000 | $868 | 0.0% | $0.17 | — | SDBCV | 74732WAA7 |
| — | MERITOR INC | 98,488 | $794 | 0.0% | $8.06 | — | COM | 59001K100 |
| — | INVACARE CORP | 48,554 | $640 | 0.0% | $13.18 | — | COM | 461203101 |
| — | HERCULES OFFSHORE INC | 47,488 | $114 | 0.0% | $2.17 | — | COM | 427093307 |